pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Drop nesting level from emsd's pp cacheing, adjust order mode

pps_postmortem
Tyler Goodlet 2022-07-02 15:53:12 -04:00
parent 076c167d6e
commit 7442d68ecf
2 changed files with 40 additions and 24 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

43
piker/clearing/_ems.py
View File

@ -289,7 +289,11 @@ class TradesRelay:
brokerd_dialogue: tractor.MsgStream
# map of symbols to dicts of accounts to pp msgs
positions: dict[str, dict[str, BrokerdPosition]]
positions: dict[
# brokername, acctid
tuple[str, str],
list[BrokerdPosition],
]
# allowed account names
accounts: tuple[str]
@ -461,18 +465,24 @@ async def open_brokerd_trades_dialogue(
# normalizing them to EMS messages and relaying back to
# the piker order client set.
# locally cache and track positions per account.
# locally cache and track positions per account with
# a table of (brokername, acctid) -> `BrokerdPosition`
# msgs.
pps = {}
for msg in positions:
log.info(f'loading pp: {msg}')
account = msg['account']
# TODO: better value error for this which
# dumps the account and message and states the
# mismatch..
assert account in accounts
pps.setdefault(
f'{msg["symbol"]}.{broker}',
{}
)[account] = msg
(broker, account),
[],
).append(msg)
relay = TradesRelay(
brokerd_dialogue=brokerd_trades_stream,
@ -578,11 +588,9 @@ async def translate_and_relay_brokerd_events(
relay.positions.setdefault(
# NOTE: translate to a FQSN!
f'{sym}.{broker}',
{}
).setdefault(
pos_msg['account'], {}
).update(pos_msg)
(broker, sym),
[]
).append(pos_msg)
# fan-out-relay position msgs immediately by
# broadcasting updates on all client streams
@ -635,8 +643,8 @@ async def translate_and_relay_brokerd_events(
# something is out of order, we don't have an oid for
# this broker-side message.
log.error(
'Unknown oid:{oid} for msg:\n'
f'{pformat(brokerd_msg)}'
f'Unknown oid: {oid} for msg:\n'
f'{pformat(brokerd_msg)}\n'
'Unable to relay message to client side!?'
)
@ -1088,15 +1096,12 @@ async def _emsd_main(
brokerd_stream = relay.brokerd_dialogue # .clone()
# flatten out collected pps from brokerd for delivery
pp_msgs = {
fqsn: list(pps.values())
for fqsn, pps in relay.positions.items()
}
# signal to client that we're started and deliver
# all known pps and accounts for this ``brokerd``.
await ems_ctx.started((pp_msgs, list(relay.accounts)))
await ems_ctx.started((
relay.positions,
list(relay.accounts),
))
# establish 2-way stream with requesting order-client and
# begin handling inbound order requests and updates

21
piker/ui/order_mode.py
View File

@ -579,9 +579,9 @@ async def open_order_mode(
providers=symbol.brokers
)
# XXX: ``brokerd`` delivers a set of account names that it allows
# use of but the user also can define the accounts they'd like
# to use, in order, in their `brokers.toml` file.
# XXX: ``brokerd`` delivers a set of account names that it
# allows use of but the user also can define the accounts they'd
# like to use, in order, in their `brokers.toml` file.
accounts = {}
for name in brokerd_accounts:
# ensure name is in ``brokers.toml``
@ -594,10 +594,21 @@ async def open_order_mode(
iter(accounts.keys())
) if accounts else 'paper'
# Pack position messages by account, should only be one-to-one.
# NOTE: requires the backend exactly specifies
# the expected symbol key in its positions msg.
pp_msgs = position_msgs.get(symkey, ())
pps_by_account = {msg['account']: msg for msg in pp_msgs}
pps_by_account = {}
for (broker, acctid), msgs in position_msgs.items():
for msg in msgs:
sym = msg['symbol']
if (
sym == symkey or
# mega-UGH, i think we need to fix the FQSN stuff sooner
# then later..
sym == symkey.removesuffix(f'.{broker}')
):
pps_by_account[acctid] = msg
# update pp trackers with data relayed from ``brokerd``.
for account_name in accounts: